Shanxi-Gansu-Ningxia-Inner Mongolia region along the Yellow River is a marginal region of western China with fragile ecology, less developed economy and imbalanced internal development status, which is faced with the dilemma and dual urgent tasks of economic development and eco-environmental protection. The article analyzes the basic conditions and necessity for eco-economic development in this area. On this basis, it puts forward an efficient eco-economic system and the strategy of eco-economic zone in this region, which includes cultivating national eco-energy base, constructing high-efficiency ecological farming-animal husbandry base and building eco-tourist attraction sites of northwestern China, as well as the countermeasures. The strategy is of great importance in realizing the comprehensive harmonious development of population, economy, society, resources and environment in Shanxi-Gansu-Ningxia-Inner Mongolia region along the Yellow River, and even has significant meaning for the strategy of the economic growth center shifting from the eastern to central and western China, and further coordinated development of the whole country.